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The Price‐Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability. (2003). Mancino, Maria Elvira ; Roberto Renò, ; Malliavin, Paul ; Barucci, Emilio ; Thalmaier, Anton.
In: Mathematical Finance.
RePEc:bla:mathfi:v:13:y:2003:i:1:p:17-35.

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  1. Early Warning Systems for identifying financial instability. (2023). Sanfelici, Simona ; Allaj, Erindi.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1777-1803.

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  2. On the complete model with stochastic volatility by Hobson and Rogers. (2005). Pascucci, Andrea ; di Francesco, Marco.
    In: Finance.
    RePEc:wpa:wuwpfi:0503013.

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  14. GHYSELS, E., A. C. HARVEY, and E. RENAULT (1996): Stochastic Volatility; in Handbook of Statistics, vol. 14, G. S. Maddala and C. R. Rao, eds. Amsterdam: North-Holland, 119–191.
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